Best constant in the decoupling inequality for non-negative random variables (Q920468)

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Best constant in the decoupling inequality for non-negative random variables
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    Best constant in the decoupling inequality for non-negative random variables (English)
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    1990
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    The author provides a simpler proof for a special case of \textit{S. Kwapien} and \textit{W. A. Woyczynski}'s [Case Western Reserve Univ. Preprint 86{\#}56 (1986); see also Almost everywhere convergence, Proc. Int. Conf., Columbus/OH 1988, 237-265 (1989; Zbl 0693.60033)] conjectured inequality for tangent sequences of non-negative random variables proved by him earlier [Probab. Theory Relat. Fields 78, No.2, 223-230 (1988; Zbl 0631.60003)]. The argument that is used leads to the best order of the constant appearing in the comparison theorem for the \(L_ p\)-norms, \(p\geq 1\), for sums of tangent sequences of non-negative random variables.
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    decoupling
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    inequality
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    tangent sequences of non-negative random variables
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    comparison theorem
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